检索结果-南通市图书馆

A Two-Step Test for the Two-Sample Problem of Processes of Ornstein-Uhlenbeck Type

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2020年第6期33卷 2067-2079页

作者： WANG Yinfeng TANG Yanlin zhang xinsheng School of Statistics and Mathematics Shanghai Lirin University of Acounting and FinanceShanghaiChina Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE School of StatisticsEast China Normal UniversityShanghaiChina Department of Statistics Fudan UniversityShanghaiChina

The authors propose a two-step test for the two-sample problem of processes of OrnsteinUhlenbeck type. In the first step, the authors test the equality of correlation structures, based on the least square estimators of the correlation parameters, and the test statistic follows the standard normal distribution. If the null hypothesis is not rejected in the first step, the authors consider a second step to test the equality of marginal distributions, based on the weighted deviation of the empirical characteristic functions;the test statistic has a complicated asymptotic distribution, so that sequential bootstrap method is applied to reach a temporary decision. Simulation studies and real data analysis suggest that the proposed approach performs well in finite samples.

关键词： Empirical characteristic functions hypothesis testing process of Ornstein-Uhlenbeck type sequential Bootstrap

Optimal Grouping of Heterogeneous Components in Series and Parallel Systems Under Archimedean Copula Dependence

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2022年第3期35卷 1030-1051页

作者： FANG Longxiang zhang xinsheng JIN Qing Department of Mathematics and Statistics Anhui Normal UniversityWuhu 241000China Department of Statistics Fudan UniversityShanghai 200433China

This paper considers series and parallel systems comprising n components drawn from a heterogeneous population consisting of m different *** components within each subpopulation are assumed to be dependent,while the subpopulations are independent of each *** authors also assume that the subpopulations have different Archimedean copulas for their *** this setup,the authors discuss the series and parallel systems reliability for three different cases,*** authors use the theory of stochastic orders and majorization to establish the main results,and finally present some numerical examples to illustrate all the results established here.

关键词： Archimedean copula majorization parallel system reliability Schur-convex/concave function series system stochastic orders

Applied biodiversity science in China in the global context

在线全文

学校读者我要写书评

暂无评论

National Science Review 2021年第7期8卷 62-65页

作者： Thomas M.Brooks xinsheng zhang International Union for Conservation of Nature

In 2021, the city of Kunming in Yunnan Province, China,will host the fifteenth meeting of Conference of Parties of the Convention on Biological Diversity. The meeting is expected to be the pivotal moment at which the world’s governments agree on a new ‘Post-2020 Global Biodiversity Framework’(https://***/conferences/post2020). The framework is anticipated to be structured around a small number of outcome goals for 2050—a compelling case has been made that these should include explicit goals for ecosystems, species,genetic diversity and the contributions which nature makes to people [1].

关键词：

Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

Science China Mathematics 2013年第2期56卷 339-357页

作者： zhang ShiBin zhang xinsheng Department of Mathematics Shanghai Maritime University Department of Statistics Fudan University

In this paper, we consider the problem of testing for an autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Levy processes. For a test, we propose a class of test statistics constructed by an iterated cumulative sums of squares of the difference between two adjacent observations. It is shown that each of the test statistics weakly converges to the supremum of the square of a Brownian bridge. The test statistics are evaluated by some empirical results.

关键词： autocorrelation Brownian bridge cusum test Ornstein-Uhlenbeck test for parameter change,weak convergence

在线全文

学校读者我要写书评

暂无评论

President's Message

China Communications 2015年第1期12卷 I0002-I0003页

作者： zhang xinsheng China Institute of Communications(CIC)

Happy New Year!With China continuing to drive the information and communications technology(ICT)into its next phase of growth,there has never been a more exciting time for me totake helm of China Communications Magazine ***.,a company that is playing a pivotal role in enhancing the publication quality and worldwide influence of the China Communications,the only English-language

关键词：中国通信学会通信技术总统出版质量 IEEE 研究人员通信覆盖研究论文

Investigation of photoelectrocatalytic degradation mechanism of methylene blue by a-Fe_(2)O_(3) nanorods array

在线全文

学校读者我要写书评

暂无评论

Chinese Journal of Chemical Engineering 2023年第5期57卷 162-172页

作者： Yaqiao Liu Shuozhen Hu xinsheng zhang Shigang Sun State Key Laboratory of Chemical Engineering School of Chemical EngineeringEast China University of Science and TechnologyShanghai 200237China State Key Laboratory of Physical Chemistry of Solid Surfaces College of Chemistry and Chemical EngineeringXiamen UniversityXiamen 361005China

Efficiently and thoroughly degrading organic dyes in wastewater is of great importance and ***,vertically oriented mesoporous a-Fe_(2)O_(3)nanorods array(a-Fe_(2)O_(3)-NA)is directly grown on fluorine-doped tin oxide(FTO)glass and employed as the photoanode for photoelectrocatalytic degradation of methylene blue simulated dye *** Ovsites on the a-Fe_(2)O_(3)-NA surface are the active sites for methylene blue(MB)*** transfer from the adsorbed MB to Fe-O is *** with electrocatalytic and photocatalytic degradation processes,the photoelectrocatalytic(PEC)process exhibited the best degrading performance and the largest kinetic ***,superoxide free radicals,and photo-generated holes play a jointly leading role in the PEC degradation.A possible degrading pathway is suggested by liquid chromatography-mass spectroscopy *** work demonstrates that photoelectrocatalysis by a-Fe_(2)O_(3)-NA has a remarkable superiority over photocatalysis and electrocatalysis in MB *** in-depth investigation of photoelectrocatalytic degradation mechanism in this study is meaningful for organic wastewater treatment.

关键词： a-Fe_(2)O_(3)nanorods array Methylene blue Photoelectrocatalytic degradation mechanism Free radicals Photo-generated holes

Empirical likelihood estimation of discretely sampled processes of OU type

在线全文

学校读者我要写书评

暂无评论

Science China Mathematics 2009年第5期52卷 908-931页

作者： SUN ShuGuang zhang xinsheng School of Management Fudan UniversityShanghai 200433China

This paper presents an empirical likelihood estimation procedure for parameters of the discretely sampled process of Ornstein-Uhlenbeck type. The proposed procedure is based on the condi- tional characteristic function, and the maximum empirical likelihood estimator is proved to be consistent and asymptotically normal. Moreover, this estimator is shown to be asymptotically efficient under some mild conditions. When the background driving Lévy process is of type A or B, we show that the intensity parameter can be exactly recovered, and we study the maximum empirical likelihood estimator with the plug-in estimated intensity parameter. Testing procedures based on the empirical likelihood ratio statistic are developed for parameters and for estimating equations, respectively. Finally, Monte Carlo simulations are conducted to demonstrate the performance of proposed estimators.

关键词： process of OU type conditional characteristic function empirical likelihood instrument variable 62M02 62M05

Variable selection using penalized empirical likelihood

在线全文

学校读者我要写书评

暂无评论

Science China Mathematics 2011年第9期54卷 1829-1845页

作者： REN YunWen zhang xinsheng Guanghua School of Management Peking University Beijing 100871 China epartment of Statistics School of Management Fudan University Shanghai 200433 China

This paper considers variable selection for moment restriction models. We propose a penalized empirical likelihood （PEL） approach that has desirable asymptotic properties comparable to the penalized likelihood approach, which relies on a correct parametric likelihood specification. In addition to being consistent and having the oracle property, PEL admits inference on parameter without having to estimate its estimator＇s covariance. An approximate algorithm, along with a consistent BIC-type criterion for selecting the tuning parameters, is provided for FEL. The proposed algorithm enjoys considerable computational efficiency and overcomes the drawback of the local quadratic approximation of nonconcave penalties. Simulation studies to evaluate and compare the performances of our method with those of the existing ones show that PEL is competitive and robust. The proposed method is illustrated with two real examples.

关键词： EmBIC moment restrictions oracle property penalized empirical likelihood (PEL) SCAD tuning parameters

Central limit theorems for power variation of Gaussian integral processes with jumps

在线全文

学校读者我要写书评

暂无评论

Science China Mathematics 2014年第8期57卷 1671-1685页

作者： LIU GuangYing TANG JiaShan zhang xinsheng Department of Mathematics and Statistics Nanjing Audit University College of Science Nanjing University of Posts and Telecommunications Department of Statistics School of Management Fudan University

This paper presents limit theorems for realized power variation of processes of the form Xt=t0φsdGs+ξt as the sampling frequency within a fixed interval increases to *** G is a Gaussian process with stationary increments,ξis a purely non-Gaussian L′evy process independent from G,andφis a stochastic process ensuring that the integral is well defined as a pathwise Riemann-Stieltjes *** obtain the central limit theorems for the case that both the continuous term and the jump term are presented simultaneously in the law of large numbers.

关键词： realized power variation long memory jump process central limit theorem high frequency